-72.2%
TTD vs FROG
+83.7%
-155.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -4.1% |
| 7D | +6.3% | -11.3% | +17.6% | +7.4% |
| 30D | -23.9% | +3.6% | -27.5% | -24.3% |
| 3M | -31.4% | +1.7% | -33.1% | -31.7% |
| 6M | -42.7% | +123.5% | -166.2% | -46.3% |
| YTD | -62.0% | +40.2% | -102.2% | -64.5% |
| 1Y | -72.2% | +81.0% | -153.2% | -72.5% |
| All | -72.2% | +83.7% | -155.9% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling